I want to start putting my portfolio together and I was wondering where you guys start with regard to putting your site together?

I haven't actually built a website yet that is online or entirely my own work. Alot has been tutorials and stuff from the internet and magazines.

Now I have the task of putting my portfolio together I want to know how you guys like to start. Like a couple of sketches first on paper? Straight into photoshop and then slice it up? Code your page first and then style it after and redo things as necessary?

Basically where should I start?